+220.1%
C vs PSA
+140.2%
+79.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.4% |
| 7D | -0.9% | +1.5% | -2.4% | -1.4% |
| 30D | -5.4% | +16.7% | -22.1% | -10.6% |
| 3M | -9.2% | +4.0% | -13.2% | -10.6% |
| 6M | -1.8% | +10.9% | -12.7% | -5.9% |
| YTD | +6.7% | +34.2% | -27.5% | -5.1% |
| 1Y | +23.5% | +26.6% | -3.1% | +12.1% |
| 3Y | +219.8% | +54.7% | +165.0% | +162.1% |
| 5Y | +112.4% | +30.0% | +82.4% | +82.1% |
| 10Y | +220.1% | +132.7% | +87.4% | +109.6% |
| All | +220.1% | +140.2% | +79.9% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling